The normaldistribution package

This purpose of this library is to have a simple API and no
dependencies beyond Haskell 98 in order to let you produce
normally distributed random values with a minimum of fuss. This
library does not attempt to be blazingly fast nor to pass
stringent tests of randomness. It attempts to be very easy to
install and use while being "good enough" for many applications
(simulations, games, etc.). The API builds upon and is largely
analogous to that of the Haskell 98 Random module (more
recently System.Random).

Internally the library uses the Box-Muller method to generate
normally distributed values from uniformly distributed random values.
If more than one sample is needed taking samples off an infinite
list (created by e.g. normals) will be roughly twice as efficient
as repetedly generating individual samples with e.g. normal.